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作者:Lee, SJ; Kim, K; Tsiatis, AA
作者单位:University of Michigan System; University of Michigan; Harvard University; Harvard T.H. Chan School of Public Health
摘要:When longitudinal clinical trials are monitored, multiplicity from repeated significance testing as well as from repeated measures has to be accounted for properly to control the overall type I error. This often involves a multidimensional integration procedure to compute group sequential boundaries. We establish an independent increments structure of sequentially computed test statistics based on the generalised estimating equations of Liang & Zeger (1986) for longitudinal data. This simplifi...
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作者:Box, G; Tyssedal, J
摘要:A question of importance in factor screening is when a two-level orthogonal design for a multifactor experiment can be projected into lower dimension, typically P=2 or 3. New results relate to the projectivity P of saturated designs in which n - 1 factors are tested in n runs. It is shown that: a design obtained by 'doubling' an n x n orthogonal array is always of projectivity P = 2; a two-level cyclic design is either a factorial array, and hence has P = 2, or it has P = 3; a two-level orthog...
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作者:Kwan, ACC; Sim, AB
作者单位:University of New South Wales Sydney
摘要:This paper proposes three modified portmanteau tests based on the applications of the Fisher (1921) and Hotelling (1953) transformations to sample autocorrelations. The test statistics are asymptotically chi-square. Our simulation results indicate that the empirical significance levels of the proposed tests are more reliable than the portmanteau tests of Box & Pierce (1970), Ljung & Box (1978) and Dufour & Roy (1986) when the sample size is small (15 less than or equal to n less than or equal ...
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作者:Pfanzagl, J; Sheynin, O
摘要:The t-distribution first occurred in a paper by Luroth (1876) on the classical theory of errors in connection with a Bayesian result.